+14.9%
MAGS vs EQX
+42.9%
-28.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.2% |
| 7D | +0.5% | -1.4% | +1.9% | +0.7% |
| 30D | +1.5% | +24.4% | -22.9% | -0.9% |
| 3M | +0.5% | +11.6% | -11.2% | -1.1% |
| 6M | +11.6% | -25.0% | +36.6% | +11.9% |
| YTD | +5.3% | -8.4% | +13.7% | +4.8% |
| 1Y | +14.9% | +43.4% | -28.5% | +13.9% |
| All | +14.9% | +42.9% | -28.0% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EQX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling